Re: weighted.residuals() ?

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Subject: Re: weighted.residuals() ?
From: Martin Maechler (maechler@stat.math.ethz.ch)
Date: Fri 13 Aug 1999 - 02:42:43 EST


Message-Id: <199908121642.SAA21912@sophie.ethz.ch>

>>>>> On 12 Aug 1999 16:03, Peter Dalgaard BSA <p.dalgaard@biostat.ku.dk> said:

PD> Martin Maechler <maechler@stat.math.ethz.ch> writes:
>> I'm about to drop the above "[w!=0]", document weighted.residuals
>> and fix deviance.lm(.) according to John Maindonald's bug report
>> (and use his suggestion to make cooks.distance() work for glm()'s
>> ..).
>>
>> Any objections ? [please in the next 5 hours or so...]

PD> Be *very* careful! The zero-weight issue has bitten us several
PD> times before. Check whether your change would be consistent with
PD> what lm/glm does in such cases. (In particular, degrees of freedom
PD> calculations can get in trouble).

weighted.residuals() is currently really only used in lm.influence.R;
but the `trouble' is that these {lm diagnostics functions} really all drop
the cases with weight=0.

I'm currently updating documentation {still using fixed deviance.lm() etc}.
weighted.residuals() now has

    \title{Computed Weighted Residuals}
    \usage{
    weighted.residuals(obj, drop0 = TRUE)
    }
    \arguments{
     \item{obj}{\R object, typically of class \code{\link{lm}} or \code{\link{glm}}.}
     \item{drop0}{logical. If \code{TRUE}, drop all cases with
         \code{\link{weights} == 0}.}
    }

--
Martin
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